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MultifractelFarol
Mephisto731
By the time this is done Citadel etc, will be up. A lot. They have MM exemption which gives a 7 day window to cover naked shorts that arose from
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OK so: summary. Is it me or is this nonsense over now? Feels like it to me. It's not a pandemic or LTCM, or Europe 2011. It's more like XIV
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Here's a pretty full answer to this one as I got some decent questions in DMs (which are mostly open). It's not the only answer, of course, not the best
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Rant mode on. I don’t care about your big data. Increasingly I care about small data. If you can talk sense having very little data then you have a chance
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Struck today by the high level of the Jan, Feb VIX futures. Sometimes the vol market gets lazy, but then resets all at once. I'm thinking of Dec2011-Jan2012 when all
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Threads to take to your mind off things, something more interesting I hope. Part 1. Tail risk, done cleanly, is pure convexity and no beta. You’re looking for cheap optionality.
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Braindumping a thread on $SPX, $VIX and vol dynamics prompted by a really nice tweet by @JimmyJude13. Robinhoodies, we're going swimming in deep water so please wear armbands and let
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